biweight_filter: biweight_filter

View source: R/SpectrumEstimation_biweight_filter.R

biweight_filterR Documentation

biweight_filter

Description

The biweight_filter(x) is our implementation of the method described in

Usage

biweight_filter(x)

Arguments

x:

data (observations/measurements/signal), real-valued vector

Details

"High breakdown methods of time series analysis. Tatum, L.G., and Hurvich, C. M. Journal of the Royal Statistical Society. Series B (Methodological), pp. 881-896, 1993.

The code is based on an implementation by Falco Strasser, Signal Processing Group, TU Darmstadt, October 2010.

Value

xFBi: Biweight filtered (outlier cleaned) signal

ABi: Fourier coefficients for cosine

BBi: Fourier coefficients for sine

Note

ATM takes forever File location: SpectrumEstimation_biweight_filter.R

References

"Robust Statistics for Signal Processing" Zoubir, A.M. and Koivunen, V. and Ollila, E. and Muma, M. Cambridge University Press, 2018.


Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.